Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47280.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45885.29 Kr¶

PnL: ---------------------------------------> -1003.28 Kr¶

DD now: ---------------------------------> -2.775 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 14:08:27.279544'

Anic Portfolio¶

Today¶

Return: -1.4 %¶

This Week¶

Return: -1.32 %¶

Total¶

Return: 54.784 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.510000 2747.500000 111.500000 4.230000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Beijer Electronics Group 26 -2.180000 3026.400000 55.400000 1.860000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.050000 386.800000 31.800000 8.960000 355.000000
Corem Property Group B 59 -2.270000 608.290000 31.290000 5.420000 576.999999
AcadeMedia 12 -3.750000 584.400000 27.400000 4.920000 557.000004
MedCap 2 -1.750000 448.000000 27.000000 6.410000 421.000000
Resurs Holding 22 -1.620000 599.500000 25.500000 4.440000 573.999998
SAAB B 8 -0.380000 3394.400000 17.400000 0.520000 3377.000000
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.880000 583.440000 13.440000 2.360000 570.000000
Swedbank A 3 -0.700000 577.050000 13.050000 2.310000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Boozt 12 -2.050000 1662.000000 8.000000 0.480000 1653.999996
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
OEM International B 7 -1.690000 529.900000 1.900000 0.360000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -1.050000 247.680000 1.680000 0.680000 246.000000
Intrum 4 -3.300000 527.400000 0.400000 0.080000 527.000000
Creaspac SPAC 6 -0.210000 574.200000 -2.800000 -0.490000 577.000002
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Nordea Bank Abp 29 -0.220000 3446.940000 -7.060000 -0.200000 3453.999992
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
Essity B 2 -2.350000 547.400000 -26.600000 -4.630000 574.000000
CTEK 13 -2.440000 504.790000 -29.210000 -5.470000 533.999999
International Petroleum Corp. 5 -1.430000 550.000000 -44.570000 -7.500000 594.565215
Essity A 4 -2.830000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.470000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.220000 3590.600000 -165.400000 -4.400000 3756.000001
OX2 18 -2.610000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 -2.900000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45885.290000 -1003.280000 -2.775% 46888.564618

Updated:¶

'2023-01-25 14:08:40.038890'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶